+49.9%
TRV vs WYNN
-32.5%
+82.3%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | +3.0% |
| 7D | +3.9% | +15.4% | -11.5% | +2.7% |
| 30D | +13.5% | +6.8% | +6.7% | +12.7% |
| 3M | +8.9% | -15.4% | +24.3% | +9.7% |
| 6M | +36.8% | -20.0% | +56.7% | +38.2% |
| YTD | +42.7% | -31.0% | +73.7% | +46.0% |
| 1Y | +49.9% | -31.5% | +81.3% | +53.5% |
| All | +49.9% | -32.5% | +82.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling